New windows 10 user needs help

I proofread reports where people to upload audio and video recordings. In window 8 if i clicked on the recording it would automatically open media player and start to play it - no hassle. Had to get a new laptop on saturday so now on windows 10. When i click on the recording now it asks me to save and download it first which i don't want to do. Also theres no righ click "open with" option. I need to be able to just click on the recording and have it play. I've got Autoplay on and have Window Media Player as my default. Help please